+1,052.1%
FIX vs FANG
+108.5%
+943.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.3% | -4.1% | -3.1% |
| 7D | +17.0% | +2.1% | +14.9% | +16.4% |
| 30D | -30.6% | -7.5% | -23.1% | -29.4% |
| 3M | -35.0% | -8.2% | -26.9% | -34.0% |
| 6M | -44.0% | -6.4% | -37.5% | -43.6% |
| YTD | +21.1% | +24.1% | -2.9% | +11.5% |
| 1Y | +16.3% | +28.5% | -12.2% | +5.7% |
| 3Y | +507.4% | +29.8% | +477.6% | +440.2% |
| 5Y | +1,052.1% | +105.2% | +946.8% | +778.0% |
| All | +1,052.1% | +108.5% | +943.6% | +778.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded FANG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling